Trying to keep fit as a travel writer isn't easy. It's not quite as bad as being a food critic, but eating out is still part of my job, and after all that sightseeing, there's not much time or energy left for keeping fit.

I've tried a few things. Like a lot of travel writers I know, I like running. It's a great way to see a city, especially early in the morning. But last year I nearly got frostbite running beside the Scheldt in Antwerp in February, and today the wintry wind in Iceland is threatening to chill me to the core, so I don't fancy that. A kind yoga teacher taught me some moves I could do in a hotel room, too, but all I want to do is see the city, not these four walls, so I do what I always do when in Reykjavik: I go swimming.

I've been coming to Iceland to write guidebooks since I was 23 – over 10 years – and make time to go swimming every time I visit. Forget the overpriced and overhyped Blue Lagoon, the city's five thermal pools are much more relaxing (and if you can find a local to share a secret natural pool in the highlands with you, so much the better). You can even swim in the sea here too, as hot water is pumped into the bay at Nautholsvik beach. I've heard Icelanders compare swimming pools to our pubs as the place that locals come to relax after a busy day at work. The time when I met a shaggy haired, tattooed rock band in a hot tub particularly stands out – you certainly meet people from all walks of life there.

At 5pm, there is already a starlit sky above me as I swim leisurely laps next to a woman old enough to be my grandmother. Then slipping past children playing water polo, I sink into the hot tub, next to a blonde with a butterfly tattoo covering all of her back. The air is so cold I can see my breath in it, mingling with the steam from the pool.

The worst bit is always getting out: not only is it cold, but it gets a bit too Scandinavian for this shy Brit – as everybody strips off in the communal shower.